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101.
Liqun Qi 《Operations Research Letters》1997,20(5):223-228
We show that strong differentiability at solutions is not necessary for superlinear convergence of quasi-Newton methods for solving nonsmooth equations. We improve the superlinear convergence result of Ip and Kyparisis for general quasi-Newton methods as well as the Broyden method. For a special example, the Newton method is divergent but the Broyden method is superlinearly convergent. 相似文献
102.
研究了条件泛函及其导数的非参数估计,对随机与固定设计的条件泛函,分别利用核估计和非参数加权估计,在核函数及权函数满足一定条件下,证明了估计一致强收敛于待估函数的速度可达到最优。从而进一步推广和发展了Hrdle,etal.(1988)、Severini,etal.(1992)的许多结果。 相似文献
103.
104.
Higher-order implicit strong numerical schemes for stochastic differential equations 总被引:2,自引:0,他引:2
Higher-order implicit numerical methods which are suitable for stiff stochastic differential equations are proposed. These are based on a stochastic Taylor expansion and converge strongly to the corresponding solution of the stochastic differential equation as the time step size converges to zero. The regions of absolute stability of these implicit and related explicit methods are also examined. 相似文献
105.
该文通过构造特殊形式的有效集来逼近KKT点处的有效集,给出了一个任意初始点下的序列线性方程组新算法,并证明了该算法在没有严格互补松驰条件的情况下具有全局收敛性和一步超线性收敛性。
相似文献
106.
Under suitable assumptions, a functional central limit theorem is obtained for a three-dimensional model of Maxwellian molecules. This model is related to a nonlinear Boltzmann-type equation. It will be proved that the family of the distributions induced by fluctuation processes converges weakly. 相似文献
107.
提出了求解参数识别反问题的同伦正则化方法,给出了相应的收敛性定理.数值结果表明该方法是一种快速的大范围收敛方法. 相似文献
108.
We introduce the concept of partially strictly monotone functions and apply it to construct a class of nonlinear penalty functions for a constrained optimization problem. This class of nonlinear penalty functions includes some (nonlinear) penalty functions currently used in the literature as special cases. Assuming that the perturbation function is lower semi-continuous, we prove that the sequence of optimal values of nonlinear penalty problems converges to that of the original constrained optimization problem. First-order and second-order necessary optimality conditions of nonlinear penalty problems are derived by converting the optimality of penalty problems into that of a smooth constrained vector optimization problem. This approach allows for a concise derivation of optimality conditions of nonlinear penalty problems. Finally, we prove that each limit point of the second-order stationary points of the nonlinear penalty problems is a second-order stationary point of the original constrained optimization problem. 相似文献
109.
Nadjib Bouzar 《Annals of the Institute of Statistical Mathematics》2004,56(3):497-510
The purpose of this paper is to introduce and study the concepts of discrete semi-stability and geometric semi-stability for
distributions with support inZ
+. We offer several properties, including characterizations, of discrete semi-stable distributions. We establish that these
distributions posses the property of infinite divisibility and that their probability generating functions admit canonical
representations that are analogous to those of their continuous counterparts. Properties of discrete geometric semi-stable
distributions are deduced from the results obtained for discrete semi-stability. Several limit theorems are established and
some examples are constructed. 相似文献
110.
Mursaleen 《Journal of Mathematical Analysis and Applications》2004,293(2):523-531
The idea of almost convergence for double sequences was introduced by Moricz and Rhoades [Math. Proc. Cambridge Philos. Soc. 104 (1988) 283-294] and they also characterized the four dimensional strong regular matrices. In this paper we define and characterize the almost strongly regular matrices for double sequences and apply these matrices to establish a core theorem. 相似文献